[Ktechlab-devel] Another library to try out.

[P Zoltan]

On Sun, 25 Oct 2009 20:27:08 +0100, Alan Grimes <agrimes at speakeasy.net>  
wrote:

> 'ey Zoltan! 'wuz doing some maintanence on my PC (a perpetual
> occupation) and came across a set of libraries that I hadn't previously
> known about called gsl.
>
> http://www.gnu.org/software/gsl/
>
> It appears to be a blas type system without the Fortran. =P
>
> I know you gave up with Eigen, perhaps gsl will prove to be useful.
> Either that or I should be far less modest about my quickvector and
> quickmatrix classes. ;)
>
>

  Look at the examples:

http://www.gnu.org/software/gsl/manual/html_node/Linear-Algebra-Examples.html

  That code looks like some OOP forced in C; also quite error prone.

  Here are the LU methods:

http://www.gnu.org/software/gsl/manual/html_node/LU-Decomposition.html

  It's not very sympathic to me...

  Actually I  haven't gave up entirely on Eigen... Just the part with LU  
needs to be reworked: it we use LU, then we have to allocate a new matrix  
to store it -- this is how the interface of Eigen is defined. However, for  
nonlinear equations, we need some other method to solve the equations,  
because it's inefficient to allocate a new matrix for LU in each attempt  
to solve the system. Another question is the overhead introduced by Eigen  
-- I didn't manage to test it extensively (but it should be done, with and  
without debug info vs optimised code).

Here are a few linear algebra software listed:

http://en.wikipedia.org/wiki/List_of_numerical_analysis_software